Put the Wii U Pro Controller in pairing mode by pressing red button in the back.

If it asks for PIN, just click next.

After it finishes installing, now open up WiinuSoft. The controller should already be in the "Available Devices" List.

This method is needed because after a previous Windows 10 update, PIN-less connections were not being allowed when adding a bluetooth device through the conventional method. But you can still add a PIN-less device by setting it up as a Personal Area Network first.